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"A Note on the Computation of the Tobit Estimator,"
Econometrica, October 1977, 1723-1727.
pdf file (253KB).
Tobit estimates  are generally computed by some version of Newton's
method. In this note an alternative procedure is proposed for computing
these estimates. Some experimental results are presented that indicate
that the procedure may be considerably faster than Newton's method
for many problems. For ease of reference, the notation in this note
corresponds closely to the notation in Amemiya .
This paper presents an alternative way of computing Tobit estimates from
Newton's method. The experimental results use data from